+181.2%
XOM vs ARMK
+350.8%
-169.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +1.8% | -2.4% | +4.2% | +2.4% |
| 30D | +5.9% | 0.0% | +5.8% | +5.6% |
| 3M | +5.6% | +6.7% | -1.1% | +3.2% |
| 6M | +7.9% | +38.8% | -31.0% | -3.0% |
| YTD | +35.2% | +55.2% | -20.0% | +17.3% |
| 1Y | +46.0% | +46.6% | -0.6% | +28.6% |
| 3Y | +55.0% | +112.9% | -57.9% | +19.1% |
| 5Y | +246.3% | +144.0% | +102.3% | +148.3% |
| 10Y | +181.0% | +132.4% | +48.6% | +94.1% |
| All | +181.2% | +350.8% | -169.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling